In my case, I had forgotten a portion of an apartment rental security I was owed after I moved back from San Francisco to Los Angeles. And once I knew I had money/property to claim, I notified everyone else I knew to check their names and cross-reference the jobs/addresses referenced. You'll need to file a claim, and depending upon which state, you'll have to send in a form via snail mail or using an online submission form.
While most friends discovered modest amounts (all still worth claiming, especially when totaled up from multiple sources), one friend was owed tens of thousands of dollars from unclaimed freelance paychecks and a real estate sale; in total the claimed funds helped close a purchase of a new home (!). I had a few friends reward me for the tipoff in cupcakes (hint, hint).
There should be a search sites for all states (looks like Alabama's site is down), including California, Texas, Illinois, and New York.
You can easily find unclaimed fund databases specific to a state using the search terms "unclaimed+property+search+YOUR STATE HERE". Remember to check out states where you might have once lived or attended college, alongside using any variation of names you might have used (e.g. "Greg" and "Gregory"). Otherwise, try using MissingMoney.com.
Good luck, and hopefully you'll share your some happy findings here after searching.
(Image: Jason Rodway)